The maximum of a random walk whose mean path has a maximum

DOI10.2307/1427054MaRDI QIDQ3345537zbMATH OpenOpenAlexFDO

Authors Tony Hilton Royle Skyrme, Henry E. Daniels

Publication date 1985

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427054

zbMATH Keywords

Brownian bridgebundles of fibrescurved boundaryextreme valuesmaximum of a sample path

Mathematics Subject Classification ID

Sample path properties (60G17) Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

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